Report NEP-RMG-2015-05-22

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Georg Mainik & Georgi Mitov & Ludger Ruschendorf, 2015, "Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz," Papers, arXiv.org, number 1505.04045, May.
• Sebastian Poledna & Jos'e Luis Molina-Borboa & Seraf'in Mart'inez-Jaramillo & Marco van der Leij & Stefan Thurner, 2015, "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Papers, arXiv.org, number 1505.04276, May.
• Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2015, "What attitudes to risk underlie distortion risk measure choices?," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-05, May.
• Jonas Hirz & Uwe Schmock & Pavel V. Shevchenko, 2015, "Actuarial Applications and Estimation of Extended~CreditRisk$^+$," Papers, arXiv.org, number 1505.04757, May, revised Apr 2017.
• Jiri Kriz & Lenka Smolikova & Vladena Stepankova, 2015, "Management of projects risk with Business Intelligence," Working Papers, Institute of Economic Research, number 141/2015, May, revised May 2015.
• Oguro, Kazumasa & Hiraizumi, Nobuyuki & Owen, Michael & Guo, Jicang, 2015, "Fiscal Reform and Improved Earthquake Insurance Claims-paying Capacity: Can the Two Coexist? —Attempting to reconcile heightened earthquake risk with sound fiscal policy—," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 643, Apr.
• Avinash D. Persaud, 2015, "How Not to Regulate Insurance Markets: The Risks and Dangers of Solvency II," Policy Briefs, Peterson Institute for International Economics, number PB15-5, Apr.
• W. Scott Frame & Kristopher Gerardi & Paul S. Willen, 2015, "The Failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO," Working Papers, Federal Reserve Bank of Boston, number 15-4, Mar.
• Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2014, "Volatility risk premia and financial connectedness," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 109, Dec.
• M. Formenti & L. Spadafora & M. Terraneo & F. Ramponi, 2015, "The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model," Papers, arXiv.org, number 1505.04593, May.
• Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015, "The Price of Variance Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 21182, May.
• Favero, Carlo A. & Bisetti, Emilio & Nocera, Giacomo & Tebaldi, Claudio, 2015, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10595, May.
• Moazzam Farooq & Sweder van Wijnbergen & Sajjad Zaheer, 2015, "Will Islamic Banking make the World less risky? An Empirical Analysis of Capital Structure, Risk Shifting and Financial Stability," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-051/VI/DSF92, May.
• Robert E. Hall & Ricardo Reis, 2015, "Maintaining Central-Bank Financial Stability under New-Style Central Banking," NBER Working Papers, National Bureau of Economic Research, Inc, number 21173, May.
• Harry Vander Elst, 2015, "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research, National Bank of Belgium, number 280, Apr.
• Item repec:hum:wpaper:sfb649dp2015-026 is not listed on IDEAS anymore

• Mammadov, Fuad & Shaig Adigozalov, Shaiq, 2014, "Indicator Based Forecasting of Business Cycles in Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 64367, Oct.
• Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-02, Feb.
• Malcolm, Bill & Sinnett, Alex, 2015, "Are We Risking Too Much?," 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand, Australian Agricultural and Resource Economics Society, number 202531, Feb, DOI: 10.22004/ag.econ.202531.
• Loughrey, Jason & Thorne, Fiona & Hennessy, Thia, 2015, "The Direct Impact of Risk Management Tools on Farm Income: The Case of Irelands Spring Barley Producers," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK, Agricultural Economics Society, number 204228, Apr, DOI: 10.22004/ag.econ.204228.
• Henri Nyberg & Harri Pönkä, 2015, "International Sign Predictability of Stock Returns: The Role of the United States," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-20, May.
• Adel Al Khattab, 2015, "Risk Perception in an Arab Country," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003001, May.

Report NEP-RMG-2015-05-22

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report: